A class of copulas with piecewise linear horizontal sections

DOI10.1016/J.JSPI.2009.05.032MaRDI QIDQ840754zbMATH OpenOpenAlexFDO

Authors José Antonio Rodríguez-Lallena

Publication date 14 September 2009

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2009.05.032

zbMATH Keywords

Kendall's tautail dependencecopulasSpearman's rhoabsolute continuitydependence conceptssymmetry propertiesconcordance orderingsingular components

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cites work

• scientific article; zbMATH DE number 3138541 (Why is no real title available?)
• scientific article; zbMATH DE number 3163305 (Why is no real title available?)
• scientific article; zbMATH DE number 1134711 (Why is no real title available?)
• scientific article; zbMATH DE number 1163783 (Why is no real title available?)
• scientific article; zbMATH DE number 222634 (Why is no real title available?)
• scientific article; zbMATH DE number 3354430 (Why is no real title available?)
• A new class of bivariate copulas.
• An introduction to copulas.
• Asymmetric semilinear copulas
• Bivariate copulas with cubic sections
• Bivariate copulas with quadratic sections
• On the relationship between Spearman's rho and Kendall's tau for pairs of continuous random variables

Cited in

(8)

• Copulas with given values on a horizontal and a vertical section
• Lower semiquadratic copulas with a given diagonal section
• A note on biconic copulas
• A method for constructing higher-dimensional copulas
• Semi-polynomial copulas
• Zero-linear copulas
• The role of generalized convexity in conic copula constructions
• Copulas related to piecewise monotone functions of the interval and associated processes

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